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JOURNALS // Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports]

Sib. Èlektron. Mat. Izv., 2023, Volume 20, Issue 1, Pages 86–99 (Mi semr1572)

On first-passage times for symmetric random walks without Lindeberg condition
A. I. Sakhanenko

References

1. D. Denisov, A. Sakhanenko, V. Wachtel, “First-passage times for random walks with non-identically distributed increments”, Ann. Probab., 46:6 (2018), 3313–3350  crossref  mathscinet  zmath
2. D. Denisov, A. Sakhanenko, V. Wachtel, “First-passage times for random walks in the triangular array setting”, A lifetime of excursions through random walks and Lévy processes. A volume in honour of Ron Doney's 80th birthday, Prog. Probab., 78, eds. Chaumont Loïc et al., Birkhäuser, Cham, 2021, 181–203  crossref  mathscinet  zmath
3. R.A. Doney, “Spitzer's condition and ladder variables in random walks”, Probab. Theory Relat. Fields, 101:4 (1995), 577–580  crossref  mathscinet  zmath
4. M. Loéve, Probability Theory I, Graduate Texts in Mathematics, 45, Springer-Verlag, New York-Heidelberg-Berlin, 1977  mathscinet  zmath


© Steklov Math. Inst. of RAS, 2025